CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 1.1464 1.1449 -0.0015 -0.1% 1.1156
High 1.1468 1.1457 -0.0011 -0.1% 1.1493
Low 1.1424 1.1404 -0.0020 -0.2% 1.1144
Close 1.1452 1.1422 -0.0030 -0.3% 1.1457
Range 0.0044 0.0053 0.0009 19.3% 0.0349
ATR 0.0079 0.0077 -0.0002 -2.4% 0.0000
Volume 181,550 132,514 -49,036 -27.0% 1,071,950
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1585 1.1556 1.1451
R3 1.1533 1.1504 1.1436
R2 1.1480 1.1480 1.1432
R1 1.1451 1.1451 1.1427 1.1439
PP 1.1428 1.1428 1.1428 1.1422
S1 1.1399 1.1399 1.1417 1.1387
S2 1.1375 1.1375 1.1412
S3 1.1323 1.1346 1.1408
S4 1.1270 1.1294 1.1393
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2411 1.2283 1.1648
R3 1.2062 1.1934 1.1552
R2 1.1713 1.1713 1.1520
R1 1.1585 1.1585 1.1488 1.1649
PP 1.1364 1.1364 1.1364 1.1396
S1 1.1236 1.1236 1.1425 1.1300
S2 1.1015 1.1015 1.1393
S3 1.0666 1.0887 1.1361
S4 1.0317 1.0538 1.1265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1493 1.1275 0.0218 1.9% 0.0084 0.7% 68% False False 202,379
10 1.1493 1.1131 0.0362 3.2% 0.0083 0.7% 81% False False 200,015
20 1.1496 1.1131 0.0366 3.2% 0.0076 0.7% 80% False False 185,142
40 1.1496 1.1131 0.0366 3.2% 0.0073 0.6% 80% False False 160,439
60 1.1497 1.1131 0.0366 3.2% 0.0072 0.6% 80% False False 128,116
80 1.1732 1.1131 0.0601 5.3% 0.0069 0.6% 49% False False 96,294
100 1.1835 1.1131 0.0704 6.2% 0.0065 0.6% 41% False False 77,127
120 1.1956 1.1131 0.0826 7.2% 0.0061 0.5% 35% False False 64,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1680
2.618 1.1594
1.618 1.1541
1.000 1.1509
0.618 1.1489
HIGH 1.1457
0.618 1.1436
0.500 1.1430
0.382 1.1424
LOW 1.1404
0.618 1.1372
1.000 1.1352
1.618 1.1319
2.618 1.1267
4.250 1.1181
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 1.1430 1.1448
PP 1.1428 1.1440
S1 1.1425 1.1431

These figures are updated between 7pm and 10pm EST after a trading day.

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